It depends. If you're writing in standard manuscript submission format, you don't--you write doublespaced, with a .5" initial indent to start each paragraph.[1]
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[1]If you use 1" margins all around, set the font to courier 12 point, use double-spaced lines, and have a .5" initial indent, then each page will average 250 words. That's the standard manuscript submission format, and it allowed people using typewriters (back in the stone age) to get a rough estimate of their word count. A lot easier to count the pages and multiply by 250 than count each word...
A blank line is used primarily to indicate a shift from one viewpoint character to another, can also be a jump in time or a location, both far removed from the previous section. As an example, a character wandering off to sleep at the end of one section, a blank line, then waking up in the next morning.
Use it as a break to make these shifts obvious in order to reduce reader confusion when they do happen.
* * * * *
One more point - if the shift falls on a page break, use 5 asterisks to make it clear, tabbed apart and centred. (Unfortunately, centre and tab don't work on this).
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